+66.1%
HST vs JBL
+189.9%
-123.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.0% | +4.4% | -2.4% | +1.1% |
| 30D | -5.2% | -8.4% | +3.2% | -3.7% |
| 3M | -6.2% | -14.2% | +7.9% | -3.8% |
| 6M | +20.4% | +29.6% | -9.2% | +10.6% |
| YTD | +30.6% | +37.1% | -6.5% | +17.8% |
| 1Y | +37.4% | +49.5% | -12.1% | +20.2% |
| 3Y | +66.1% | +192.7% | -126.6% | +18.4% |
| All | +66.1% | +189.9% | -123.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling